Thinly slice the yellow onion into half-moons.
Heat the olive oil in a small skillet over medium-low heat and add the onions with a pinch of sea salt.
Cook the onions slowly, stirring occasionally, for about 15-20 minutes until they are soft and deep golden brown.
While onions cook, wrap each chicken sausage tightly with one slice of center-cut bacon, securing the ends with toothpicks if necessary.
Place the wrapped sausages in a separate non-stick skillet over medium heat.
Cook the sausages for 8-10 minutes, rotating frequently, until the bacon is crispy on all sides and the sausage is heated through.
Lightly toast the whole wheat hot dog bun in the skillet or a toaster.
Spread the Dijon mustard inside the bun, place the bacon-wrapped sausages inside, and top generously with the caramelized onions and black pepper.